Erik Theissen : Citation Profile


Are you Erik Theissen?

Universität Mannheim

13

H index

16

i10 index

566

Citations

RESEARCH PRODUCTION:

40

Articles

73

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 23
   Journals where Erik Theissen has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 31 (5.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth76
   Updated: 2021-10-16    RAS profile: 2021-04-05    
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Relations with other researchers


Works with:

Mestel, Roland (5)

Palan, Stefan (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Erik Theissen.

Is cited by:

Shavit, Tal (8)

Morone, Andrea (7)

Renneboog, Luc (7)

Paiardini, Paola (6)

Menkhoff, Lukas (5)

Korczak, Piotr (5)

Korczak, Adriana (5)

Duong, Huu Nhan (5)

Pagano, Marco (4)

Lof, Matthijs (4)

Kopriva, Frantisek (4)

Cites to:

Foucault, Thierry (35)

Madhavan, Ananth (23)

Shleifer, Andrei (19)

Stoll, Hans (18)

Boehmer, Ekkehart (17)

Easley, David (16)

Fama, Eugene (16)

Amihud, Yakov (15)

Subrahmanyam, Avanidhar (14)

Grammig, Joachim (13)

Lee, Charles (11)

Main data


Where Erik Theissen has published?


Journals with more than one article published# docs
Journal of Financial Markets4
Journal of Business Finance & Accounting3
European Financial Management3
Schmalenbach Business Review (sbr)3
Journal of Corporate Finance2
Journal of Financial Intermediation2
Schmalenbach Business Review2
Finance Research Letters2
Review of Finance2
Journal of International Financial Markets, Institutions and Money2
Journal of Banking & Finance2
The European Journal of Finance2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)36
CFS Working Paper Series / Center for Financial Studies (CFS)13
Working Paper Series, Social and Economic Sciences / Faculty of Social and Economic Sciences, Karl-Franzens-University Graz4
Schumpeter Discussion Papers / Universittsbibliothek Wuppertal, University Library3
Bonn Econ Discussion Papers / University of Bonn, Bonn Graduate School of Economics (BGSE)3
Post-Print / HAL2
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE2
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)2

Recent works citing Erik Theissen (2021 and 2020)


YearTitle of citing document
2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461.

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2020Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367.

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2021Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance. (2020). Alori, Aleksandra ; Nicole, Robin ; Sollich, Peter. In: Papers. RePEc:arx:papers:2012.04103.

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2021The Probability Evolution of Corporate Control Power. (2021). Wang, Min ; He, Jie. In: Papers. RePEc:arx:papers:2106.01681.

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2021Net Buying Pressure and the Information in Bitcoin Option Trades. (2021). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.02776.

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2020Does stronger corporate governance constrain insider trading? Asymmetric evidence from Australia. (2020). Uylangco, Katherine ; Seamer, Michael ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2665-2687.

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2020Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763.

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2020Does Trading Anonymously Enhance Liquidity?. (2020). Dennis, Patrick J ; Sands, Patrik. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:55:y:2020:i:7:p:2372-2396_10.

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2021What do insiders know? Evidence from insider trading around share repurchases and SEOs. (2021). michaely, roni ; Cziraki, Peter ; Lyandres, Evgeny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119918308824.

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2021Mimicking insider trades. (2021). Neupane, Suman ; Marshall, Andrew ; Thapa, Chandra. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000614.

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2020Dividend policy and investor pressure. (2020). Scaramozzino, Pasquale ; Grosman, Anna ; Driver, Ciaran. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:559-576.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2020Does algorithmic trading harm liquidity? Evidence from Brazil. (2020). Perlin, Marcelo Scherer ; Ramos, Henrique Pinto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301406.

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2020Estimating permanent price impact via machine learning. (2020). Philip, R. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:414-449.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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2021From watchdog to watchman: Do independent directors monitor a CEO of their own age?. (2021). Liu, Frank Hong ; John, Kose ; Jiang, Yuxiang ; Fan, Yaoyao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:206-229.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2021Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books. (2021). Hewitt, Kenji ; Samarbakhsh, Laleh ; Jeon, Yoontae. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320301136.

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2020Trading aggressiveness and market efficiency. (2020). Klein, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418117302264.

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2020Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model. (2020). Urban, Jorg ; Ters, Kristyna. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119300084.

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2020Insider trading ahead of cyber breach announcements. (2020). Parsa, Rahul ; Ulmer, Jackie Rees ; Lin, Zhaoxin. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930357x.

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2021The dynamics of short sales constraints and market quality: An experimental approach. (2021). Gousgounis, Eleni ; Cabrera, Juan . In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300185.

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2021When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program. (2021). Lugo, Stefano ; Galema, Rients. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000413.

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2020The performance of corporate legal insiders on the French stock market. (2020). Haye, Jean-Come ; de la Bruniere, Stanislas Nivelleau ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:61:y:2020:i:c:s0144818819300948.

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2021Estimating the probability of informed trading: A Bayesian approach. (2021). Oduro, Samuel D ; Oberoi, Jaideep ; Griffin, Jim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000030.

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2021Informed trading and earnings announcement driven disagreement in global markets. (2021). Chen, Tao. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000045.

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2020Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models. (2020). Salvador, Enrique ; Arago, Vicent ; Alemany, Nuria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:269-280.

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2021How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. (2021). Zhang, Zhaoyong ; Zhou, Xinmiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:196-213.

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2021Composite survey sentiment as a predictor of future market returns: Evidence for German equity indices. (2021). Rakovská, Zuzana ; Rakovska, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:473-495.

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2020Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628.

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2021Impacts of COVID-19 and anti-pandemic policies on urban transport—an empirical study in China. (2021). Bai, Kailing ; Huscroft, Joseph R ; Wang, Yacan ; Zhou, Huiyu. In: Transport Policy. RePEc:eee:trapol:v:110:y:2021:i:c:p:135-149.

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2020Derivatives in Sustainable Finance. (2020). Thomadakis, Apostolos ; Lannoo, Karel. In: ECMI Papers. RePEc:eps:ecmiwp:29791.

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2020Bitcoin Price Risk—A Durations Perspective. (2020). Odelli, Stefania ; Dimpfl, Thomas. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:157-:d:386045.

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2021The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types. (2021). Corelli, Angelo ; Malhotra, Jatin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:111-:d:569825.

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2021The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation. (2021). Kyriazis, Nikolaos A. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5383-:d:552611.

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2021Literature Review of Experimental Asset Markets with Insiders. (2021). Merl, Robert. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2021-04.

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2020Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin. In: IHS Working Paper Series. RePEc:ihs:ihswps:17.

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2021Ownership and purchase intention of crypto-assets: survey results. (2021). , Helmutstix ; Stix, Helmut. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09499-x.

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2020Experiments in high-frequency trading: comparing two market institutions. (2020). Aldrich, Eric M ; Vargas, Kristian Lopez. In: Experimental Economics. RePEc:kap:expeco:v:23:y:2020:i:2:d:10.1007_s10683-019-09605-2.

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2020Which firms benefit from market making?. (2020). Smith, Richard L ; Kutsuna, Kenji ; Kim, Thomas S ; Chung, Peter Y. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-020-00345-5.

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2020News announcements and price discovery in the RMB–USD market. (2020). Chen, Yu-Lun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00832-5.

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2021Az árfolyam-nyereség arány szerepe a német t?zsdei kereskedésben. (2021). Till, Gabor. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1985.

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2020Market Fragmentation. (2020). Duffie, Darrell ; Chen, Daniel. In: NBER Working Papers. RePEc:nbr:nberwo:26828.

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2021Exploiting the dividend month premium: evidence from Germany. (2021). Scholz, Hendrik ; Kreidl, Felix. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:4:d:10.1057_s41260-021-00215-3.

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2020Single vs. multiple disclosures in an experimental asset market with information acquisition. (2020). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone ; Camacho-Cuena, Eva ; Ruiz-Buforn, Alba. In: MPRA Paper. RePEc:pra:mprapa:101035.

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2020Overweighting of public information in financial markets: A lesson from the lab. (2020). Alfarano, Simone ; Morone, Andrea ; Camacho-Cuena, Eva ; Ruiz-Buforn, Alba. In: MPRA Paper. RePEc:pra:mprapa:98472.

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2020Centralized vs decentralized markets in the laboratory: The role of connectivity. (2020). Alfarano, Simone ; Kapar, Burcu ; Iori, Giulia ; Camacho-Cuena, Eva ; Banal-Estanol, Albert. In: MPRA Paper. RePEc:pra:mprapa:99129.

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2021Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2021). Wagner, Martin ; Sogner, Leopold ; Reynolds, Julia. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:2:p:105-146.

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2021Do Investors Overreact for Property and Financial Service Sectors?. (2021). Sing, Tien Foo ; Dong, Zhi. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:20:y:2021:i:1:p:79-123.

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2020Essays on Modern Market Structure. (2020). Khomyn, Marta. In: PhD Thesis. RePEc:uts:finphd:2-2020.

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2021Sentiment, Loss Firms, and Investor Expectations of Future Earnings. (2021). Wang, Guannan ; Sun, Estelle Y ; Riedl, Edward J. In: Contemporary Accounting Research. RePEc:wly:coacre:v:38:y:2021:i:1:p:518-544.

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2020Trade‐size clustering and informed trading in global markets. (2020). Chen, Tao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:579-597.

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2021Information content of insider filings after stock repurchase and seasoned equity issue announcements. (2021). Tung, Peishan ; Huang, Han Ching. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2690-2712.

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2020Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures. (2020). Mollica, Vito ; Hunt, Jack ; Curran, Edward. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1793-1806.

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2020The determinants of price discovery on bitcoin markets. (2020). Frijns, Bart ; Entrop, Oliver ; Seruset, Marco. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837.

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2021Bitcoin spot and futures market microstructure. (2021). Mizrach, Bruce ; Aleti, Saketh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:2:p:194-225.

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2021Quantile information share under Markov regime?switching. (2021). Yu, Xiaojian ; Wang, Ziling ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:4:p:493-513.

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2021Arbitrage trading and price discovery of the regular and mini Taiwan stock index futures. (2021). Chang, Yakai ; Chou, Robin K ; Lee, Yenhsien ; Chen, YuLun . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:926-948.

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2021The impact of algorithmic trading on liquidity in futures markets: New insights into the resiliency of spreads and depth. (2021). Behnia, Masud ; Gerace, Dionigi ; Frino, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1301-1314.

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2020Deep reinforcement learning for the optimal placement of cryptocurrency limit orders. (2020). Schnaubelt, Matthias. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052020.

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2020A tale of one exchange and two order books: Effects of fragmentation in the absence of competition. (2018). Bernales, Alejandro ; Westheide, Christian ; Valenzuela, Marcela ; Sagade, Satchit ; Garrido, Nicolas. In: SAFE Working Paper Series. RePEc:zbw:safewp:234.

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2021Call of duty: Designated market maker participation in call auctions. (2021). Westheide, Christian ; Theissen, Erik. In: SAFE Working Paper Series. RePEc:zbw:safewp:319.

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Works by Erik Theissen:


YearTitleTypeCited
2018Open Market Share Repurchases in Germany: A Conditional Event Study Approach In: Abacus.
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article1
2014Open Market Share Repurchases in Germany - A Conditional Event Study Approach.(2014) In: Schumpeter Discussion Papers.
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2013Open market share repurchases in Germany: A conditional event study approach.(2013) In: CFR Working Papers.
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2009Competition between Exchanges: Euronext versus Xetra In: European Financial Management.
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article6
2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFR Working Papers.
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2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFS Working Paper Series.
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2009Insider Trading and Corporate Governance: The Case of Germany In: European Financial Management.
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article42
2007Insider trading and corporate governance: The case of Germany.(2007) In: CFR Working Papers.
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2015Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach In: European Financial Management.
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article7
2011Liquidity dynamics in an electronic open limit order book: An event study approach.(2011) In: CFR Working Papers.
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2010Sooner or Later: An Analysis of the Delays in Insider Trading Reporting In: Journal of Business Finance & Accounting.
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article3
2013The Information Content of Dividend Surprises: Evidence from Germany In: Journal of Business Finance & Accounting.
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article10
2013Market Response to Investor Sentiment In: Journal of Business Finance & Accounting.
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article8
2011Market response to investor sentiment.(2011) In: CFR Working Papers.
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2011Market response to investor sentiment.(2011) In: CFS Working Paper Series.
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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE In: Journal of Economic Surveys.
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2016Competition between equity markets: A review of the consolidation versus fragmentation debate.(2016) In: SAFE Working Paper Series.
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1999Banken, bankeigene Kapitalanlagegesellschaften und Aktienemissionen In: Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB).
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article0
2011Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises In: Schumpeter Discussion Papers.
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2012Dividend announcements reconsidered: Dividend changes versus dividend surprises.(2012) In: CFR Working Papers.
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2011Strategic Trading and Trade Reporting by Corporate Insiders In: Schumpeter Discussion Papers.
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2009Strategic trading and trade reporting by corporate insiders.(2009) In: CFR Working Papers.
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2010Strategic trading and trade reporting by corporate insiders.(2010) In: CFR Working Papers.
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2011Strategic trading and trade reporting by corporate insiders.(2011) In: CFS Working Paper Series.
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2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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2001Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2001Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets.(2001) In: Journal of Financial Markets.
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2000Informationsbasierter Aktienhandel über IBIS In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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1999Floor versus Screen Trading : Evidence from the German Stock Market In: HEC Research Papers Series.
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2002Floor versus Screen Trading: Evidence from the German Stock Market.(2002) In: Journal of Institutional and Theoretical Economics (JITE).
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2008Setting a fox to keep the geese -- Does the comply-or-explain principle work? In: Journal of Corporate Finance.
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2008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?.(2008) In: CFR Working Papers.
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2014Should I stay or should I go? Former CEOs as monitors In: Journal of Corporate Finance.
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2013Should I stay or should I go? Former CEOs as monitors.(2013) In: CFR Working Papers.
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2002Price discovery in floor and screen trading systems In: Journal of Empirical Finance.
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2001Price Discovery in Floor and Screen Trading Systems.(2001) In: Bonn Econ Discussion Papers.
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2011Price discovery in spot and futures markets: A reconsideration.(2011) In: CFR Working Papers.
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2006Investment performance and market share: A study of the German mutual fund industry In: CFR Working Papers.
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